On the Adaptive Nadaraya-Watson Kernel Estimator for the Discontinuity in the Presence of Jump Size

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Süleyman Demirel Üniversitesi Fen Bilimleri Enstitüsü Dergisi
Volume:22 Issue:2
On the Adaptive Nadaraya-Watson Kernel Estimator for the Discontinuity in the Presence of Jump Size

On the Adaptive Nadaraya-Watson Kernel Estimator for the Discontinuity in the Presence of Jump Size

Authors : Nursel KOYUNCU, Muhammad HANIF, Shabnam SHAHZADI, Usman SHAHZAD

Pages : 511-520

View : 24 | Download : 18

Publication Date : 2018-08-15

Article Type : Research Paper

Abstract :In this paper, we studied an Adaptive Nadaraya Watson kernel estimator to check the bias effect on both side of the discontinuity in the presence of jump size for regression discontinuity model. We have proposed the modified Adaptive Nadaraya Watson kernel estimator and derived its normality and variance. We have also compared with the asymptotic normality of the Mean Integrated Square Error insert ignore into journalissuearticles values(MISE); of Adaptive Nadaraya Watson kernel estimator and Nadaraya Watson kernel estimator. The results obtained from the simulation study have showed that Adaptive Nadaraya Watson estimator has better performance than the Nadaraya Watson Kernel estimator.
Keywords : Adaptive Nadaraya Watson, Jump size, Mean Integrated Square Error, Rate of convergence

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